-45.2%
MDB vs LEN
-4.6%
-40.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +4.3% |
| 7D | -11.4% | +2.1% | -13.4% | -12.9% |
| 30D | -13.8% | +16.6% | -30.4% | -21.8% |
| 3M | -15.5% | +5.3% | -20.8% | -19.4% |
| 6M | +17.9% | -0.8% | +18.7% | +14.0% |
| YTD | -25.5% | -11.7% | -13.7% | -24.5% |
| 1Y | -12.1% | -24.6% | +12.5% | -2.4% |
| 3Y | -5.9% | -18.7% | +12.8% | -18.9% |
| All | -45.2% | -4.6% | -40.6% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling